+16.9%
JD vs KMX
+3.6%
+13.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | -19.3% | +2.6% | -21.9% | -19.9% |
| 3M | -6.0% | +25.6% | -31.6% | -11.8% |
| 6M | +1.8% | +41.9% | -40.1% | -8.8% |
| YTD | -2.6% | +56.0% | -58.6% | -15.6% |
| 1Y | -17.4% | -1.8% | -15.7% | -20.2% |
| 3Y | -8.6% | -25.7% | +17.1% | -7.4% |
| 5Y | -61.6% | -54.7% | -6.9% | -56.7% |
| 10Y | +16.9% | +9.2% | +7.7% | +2.2% |
| All | +16.9% | +3.6% | +13.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling